Goodness-of-fit tests based on quadratic functionals of transformed empirical processes

Abstract

A family of quadratic functional of the sample, each based on a Transformed Empirical Process (TEP) is introduced, thus generalizing the Modified Anderson-Darling statistics studied in [4], by letting a weight function be arbitrarily selected

Keywords:

• Transformed Empirical Processes
• Goodness-of-fit
• Cramérvon Mises statistics
• Asymptotic distributions

^†Joint work partially supported by CSIC, Montevideo, Uruguay

^†Joint work partially supported by CSIC, Montevideo, Uruguay

Notes

^†Joint work partially supported by CSIC, Montevideo, Uruguay